Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.20% | 17.65 CHF | 17.67 CHF | 23'000 | 23'000 | 10'817 | 10'817 | 182'239 CHF | 182'544 CHF | 98.97% | 98.97% |
12.07.2024 | 0.15% | 15.40 CHF | 15.41 CHF | 26'000 | 26'000 | 11'983 | 11'983 | 182'853 CHF | 183'075 CHF | 97.47% | 97.47% |
11.07.2024 | 0.16% | 15.90 CHF | 15.91 CHF | 25'000 | 25'000 | 11'581 | 11'581 | 183'643 CHF | 183'903 CHF | 95.59% | 95.59% |
10.07.2024 | 0.19% | 15.39 CHF | 15.40 CHF | 26'000 | 26'000 | 11'600 | 11'600 | 182'745 CHF | 183'013 CHF | 95.98% | 95.98% |
09.07.2024 | 0.19% | 15.76 CHF | 15.77 CHF | 25'000 | 25'000 | 11'338 | 11'338 | 180'222 CHF | 180'503 CHF | 97.74% | 97.74% |
08.07.2024 | 0.19% | 15.72 CHF | 15.73 CHF | 25'000 | 25'000 | 11'060 | 11'060 | 176'094 CHF | 176'354 CHF | 98.11% | 98.11% |
05.07.2024 | 0.16% | 15.51 CHF | 15.52 CHF | 25'000 | 25'000 | 12'288 | 12'288 | 184'330 CHF | 184'552 CHF | 85.95% | 85.95% |
04.07.2024 | 0.16% | 15.46 CHF | 15.48 CHF | 11'000 | 11'000 | 8'538 | 8'538 | 132'519 CHF | 132'729 CHF | 79.42% | 79.42% |
03.07.2024 | 0.21% | 16.04 CHF | 16.06 CHF | 25'000 | 25'000 | 11'434 | 11'434 | 184'284 CHF | 184'609 CHF | 98.43% | 98.43% |
02.07.2024 | 0.20% | 16.70 CHF | 16.72 CHF | 24'000 | 24'000 | 10'793 | 10'793 | 180'827 CHF | 181'131 CHF | 99.68% | 99.68% |